Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48922.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44753.04 Kr¶

PnL: ---------------------------------------> -194.96 Kr¶

DD now: ---------------------------------> -7.903 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:01:16.551745'

Anic Portfolio¶

Today¶

Return: -0.772 %¶

This Week¶

Return: -0.772 %¶

Total portfolio value¶

Return including deposits: 60.159 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1662.120000 194.580000 13.260000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Sedana Medical 93 0.590000 2529.600000 14.880000 0.590000 2514.720000
Catena 2 1.370000 800.400000 10.800000 1.370000 789.600000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.850000 859.200000 7.200000 0.850000 852.000000
Orrön Energy 180 0.180000 2043.900000 6.300000 0.310000 2037.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Hexatronic Group 12 0.100000 965.520000 0.960000 0.100000 964.560000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Addnode Group B 11 -0.480000 914.100000 -4.400000 -0.480000 918.500000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
SKF B 5 -0.690000 931.500000 -6.500000 -0.690000 938.000000
OX2 13 -1.710000 931.450000 -16.250000 -1.710000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.300000 818.400000 -36.800000 -4.300000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Indutrade 5 -4.280000 1162.500000 -52.000000 -4.280000 1214.500000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
BHG Group 97 -7.060000 1353.150000 -101.850000 -7.000000 1455.000000
TOTAL 44753.040000 -194.960000 -7.90287% 44948.000000

Updated:¶

'2023-07-03 16:01:33.687099'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶